Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426611.3525 | 452698.6679 | -26087.3154 | 17613.9185 | 855595.4121 | -837981.4937 |
Total P&L (%) | 426.6114 | 452.6987 | -26.0873 | 17.6139 | 855.5954 | -837.9815 |
Avg Daily Profit (%) | 0.2303 | 0.2444 | -0.0141 | 0.0088 | 0.1219 | 0 |
Buy And Hold Return (%) | 28.3402 | 28.3402 | 28.3402 | 28.3402 | 28.3402 | 28.3402 |
Max Trade Drawdown | -188986 | -160868 | -132115 | -1579879 | -824235 | -1350025 |
Profit Factor | 1.4363 | 1.9908 | 0.9499 | 1.0039 | 1.4601 | 0.6869 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 141 | 73 | 68 | 141 | 73 | 68 |
Profitability (%) | 43.8247 | 42.0635 | 45.6 | 43.8247 | 42.0635 | 45.6 |
Ratio Avg Win / Avg Loss | 1.841 | 2.7421 | 1.1332 | 1.2868 | 2.0111 | 0.8194 |
Largest Winning Trade | 265305 | 265305 | 60353 | 515366 | 515366 | 384186 |
Largest Losing Trade | -26960 | -19842 | -26960 | -307165 | -183844 | -307165 |
Avg Bars in Trades | 28 | 24 | 33 | 28 | 24 | 33 |
Avg Bars in Winners | 39 | 30 | 47 | 39 | 30 | 47 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 7180 | 3045 | 4135 | 7180 | 3045 | 4135 |
Profit Streak | 0 | 0 | 35.048 | 0 | 0 | 35.048 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327499 | 315160 | -579541 | -563972 | -30687 | -581208 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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